Exercise acts as a temporary diversion to daily stresses and it improves self-esteem. Increased core temperature during exercise may lead to reduced muscle tension and favourable alterations in brain neurotransmitters. Mood improvements may also occur due to the increased secretion of endogenous (internal) opiates, e.g. endorphins. Psychological changes may occur because of changes in norepinephrine, dopamine and serotonin, all hormones which can affect mood and anxiety levels.
Countless studies show that many types of exercise, from walking to cycling, make people feel better and can even relieve symptoms of depression. Exercise triggers the release of chemicals in the brain—serotonin, norepinephrine, endorphins, dopamine—that dull pain, lighten mood and relieve stress. “For years we focused almost exclusively on the physical benefits of exercise and really have ignored the psychological and emotional benefits of being regularly active,” says Cedric Bryant, chief science officer of the American Council on Exercise.
With that said, don’t relax too much, or it loses the effect. It’s okay to indulge every so often. Treat yourself to some junk food you’re craving, imbibe a drink here and there, and spend a day vegging out on your couch. Staying healthy doesn’t have to be torture. Just turn down when you can and dedicate some time to better the health of your body. You only get one.

Jumping on the treadmill or cross trainer for 30 minutes can blow off tension by increasing levels of "soothing" brain chemicals like serotonin, dopamine, and norepinephrine. What's fascinating, though, is that exercise may actually work on a cellular level to reverse stress's toll on our aging process, according to a 2010 study from the University of California—San Francisco. The researchers found that stressed-out women who exercised vigorously for an average of 45 minutes over a three-day period had cells that showed fewer signs of aging compared to women who were stressed and inactive. Working out also helps keep us from ruminating "by altering blood flow to those areas in the brain involved in triggering us to relive these stressful thoughts again and again," says study coauthor Elissa Epel, an associate professor of psychiatry at UCSF.

3. It strengthens the lungs. Working hard increases lung capacity, and their efficiency in moving air in and out of the body. As a result, more oxygen is drawn into the body and more carbon dioxide and other waste gases are expelled. Regular exercise helps prevent the decline in oxygen intake that occurs naturally with age or as a result of inactivity.

The skin also serves as a release point for heat. (See “Why Does My Face Turn Red When I Exercise?” for more on that.) When you exercise, your muscles generate a lot of heat, which you have to give up to the environment so your body temperature doesn’t get too high, Hackney says. The heat in the muscle transfers to the blood, which shuttles it to the skin; it can then escape into the atmosphere.